Section: Partnerships and Cooperations

International Research Visitors

Visits of International Scientists

• L. Beznea (Simion Stoilow of the Institute of Mathematics of the Romanina Academy) has been visiting Tosca Nancy for five weeks in April, November and December.

• Patricio Orio (Univ. of Valparaiso) visited Tosca Sophia-Antipolis one week in October.

• The Tosca seminar organized by J. Charrier and J. Inglis in Sophia Antipolis has received the following speakers: Rolando Rebolledo (Universidad de Chile), François Dufour (Université Bordeaux), Nicole El Karoui (Ecole Polytechnique, Palaiseau), Huyên Pham (Université Paris Diderot), Pierre Patie (Université Libre de Bruxelles), Pierre-Louis Lions (Collège de France), Nicolas Perrin (Inria Sophia Antipolis – Méditerranée), Philip Protter (Columbia University, USA), Mathieu Rosenbaum (CREST), Nicolas Bouleau (ENPC), Jean Jacod (Université Pierre et Marie Curie, Paris), Jonathan Mattingly (Duke University, USA), Patricio Orio (Universidad de Valparaìso, Chile), Carl Graham (Ecole Polytechnique, Palaiseau).

Internships

• Souhail BOUKHEROUAA (from Mar 2012 until Aug 2012)

  • Subject: Evaluation of Value-at-Risk and applications to portfolio management

  • Institution: Université de Lorraine and Alphability

• Yi LU (from May 2012 until July 2012)

  • Subject: Asymptotic expansions methods for options prices.

  • Institution: École Polytechnique

• Rajarshi SARKHAR (from March 2012 until August 2012)

  • Subject: The First Passage Time Problem

  • Institution: University of Nice - Master Erasmus Mundus Mathmodes

• Khaled SALHI (from Feb 2012 until Jun 2012)

  • Subject: Uncertainties and stochastic volatility models

  • Institution: Ecole Polytechnique de Tunisie (Tunisia)

Visits to International Teams

• M. Deaconu was invited one week by Fabio Nobile at the Ecole Polytechnique Fédérale de Lausanne in July.

• A. Lejay spend a month at the Bernoulli Center at Ecole Polytechnique Fédérale de Lausanne during the SPDE Semester.

• E. Tanré has visited University of Valparaìso and Pontifical University in Chile in January and March.